+85.4%
FROG vs WYNN
-32.5%
+117.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.1% | -8.5% | -2.6% |
| 7D | -14.1% | +15.4% | -29.5% | -14.7% |
| 30D | -11.8% | +6.8% | -18.5% | -11.7% |
| 3M | +0.1% | -15.4% | +15.5% | +1.7% |
| 6M | +64.2% | -20.0% | +84.2% | +66.5% |
| YTD | +38.2% | -31.0% | +69.3% | +47.3% |
| 1Y | +85.4% | -31.5% | +116.9% | +93.5% |
| All | +85.4% | -32.5% | +117.9% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling